Suppose each stock in andre’s portfolio has a correlation coefficient of 0.40 (rho = 0.40) with each of the other stocks. the market’s average standard deviation is approximately 20%, and the weighted average of the risk of the individual securities in the partially diversified four-stock portfolio is 39%. if 40 additional, randomly selected stocks with a correlation coefficient of 0.30 with the other stocks in the portfolio were added to the portfolio, what effect would this have on the portfolio’s standard deviation?

hello! just here for points! though i wish i knew!

try soting them out first

step-by-step explanation:

the polynomial is a perfect square trinomial of the form a^2-2ab+b^2:

option a. true

step-by-step explanation:

9x^2-12x+4

comparing with the form a^2-2ab+b^2

1.) a^2=9x^2

solving for a: square root both sides of the equation:

sqrt(a^2)=sqrt(9x^2)

a=sqrt(9) sqrt(x^2)

a=3x

2.) b^2=4

solving for b: square root both sides of the equation:

sqrt(b^2)=sqrt(4)

b=2

to be a perfet square trinomial 2ab must be equal to 12x. let's check:

2ab = 2 (3x) (2)

2ab = 12x

correct

2 over 5 and 4 over 15

don’t know last one sorry

step-by-step explanation: